-1.6%
F vs SAN
+21.7%
-23.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.5% | -1.4% |
| 7D | -0.6% | +8.7% | -9.4% | -3.4% |
| 30D | +2.9% | -6.5% | +9.4% | +5.0% |
| 3M | -9.5% | -14.2% | +4.7% | -4.8% |
| 6M | +4.0% | +2.7% | +1.3% | +1.8% |
| YTD | -1.3% | +8.9% | -10.1% | -7.4% |
| All | -1.6% | +21.7% | -23.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling